Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.50% | 78.75 % | 79.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 396,330 CHF | 398,330 CHF | 99.38% | 99.38% |
19/11/2024 | 0.50% | 79.85 % | 80.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 399,038 CHF | 401,038 CHF | 99.38% | 99.38% |
18/11/2024 | 0.50% | 80.40 % | 80.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 400,812 CHF | 402,812 CHF | 98.95% | 98.95% |
15/11/2024 | 0.49% | 80.60 % | 81.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 404,282 CHF | 406,282 CHF | 99.36% | 99.36% |
14/11/2024 | 0.49% | 81.45 % | 81.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 408,195 CHF | 410,195 CHF | 99.38% | 99.38% |
13/11/2024 | 0.50% | 81.80 % | 82.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 402,344 CHF | 404,344 CHF | 65.04% | 65.04% |
12/11/2024 | 0.49% | 80.95 % | 81.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,571 CHF | 412,571 CHF | 99.16% | 99.16% |
11/11/2024 | 0.49% | 82.90 % | 83.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,805 CHF | 412,805 CHF | 99.38% | 99.38% |
08/11/2024 | 0.49% | 81.75 % | 82.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 410,726 CHF | 412,726 CHF | 99.37% | 99.37% |
07/11/2024 | 0.48% | 83.25 % | 83.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 417,515 CHF | 419,515 CHF | 98.56% | 98.56% |